In four-dimensional N=1 Minkowski superspace, general nonlinear sigma models with four-dimensional target spaces may be realised in term of CCL (chiral and complex linear) dynamical variables which consist of a chiral scalar, a complex linear scalar and their conjugate superfields. Here we introduce CCL sigma models that are invariant under U(1) duality rotations exchanging the dynamical variables and their equations of motion. The Lagrangians of such sigma models prove to obey a partial differential equation that is analogous to the self-duality equation obeyed by U(1) duality invariant models for nonlinear electrodynamics. These sigma models are self-dual under a Legendre transformation that simultaneously dualises (i) the chiral multiplet into a complex linear one; and (ii) the complex linear multiplet into a chiral one. Any CCL sigma model possesses a dual formulation given in terms of two chiral multiplets. The U(1) duality invariance of the CCL sigma model proves to be equivalent, in the dual chiral formulation, to a manifest U(1) invariance rotating the two chiral scalars. Since the target space has a holomorphic Killing vector, the sigma model possesses a third formulation realised in terms of a chiral multiplet and a tensor multiplet. The family of U(1) duality invariant CCL sigma models includes a subset of N=2 supersymmetric theories. Their target spaces are hyper Kahler manifolds with a non-zero Killing vector field. In the case that the Killing vector field is triholomorphic, the sigma model admits a dual formulation in terms of a self-interacting off-shell N=2 tensor multiplet. We also identify a subset of CCL sigma models which are in a one-to-one correspondence with the U(1) duality invariant models for nonlinear electrodynamics. The target space isometry group for these sigma models contains a subgroup U(1) x U(1).
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